Methods for scaling to doubly stochastic form

DOI10.1016/0024-3795(82)90099-4MaRDI QIDQ1837746zbMATH OpenOpenAlexWikidataFDO

Authors T. L. Landis, Beresford N. Parlett

Publication date 1982

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(82)90099-4

zbMATH Keywords

doubly stochastic matricesconvergence theoremscaling

Mathematics Subject Classification ID

Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Stochastic matrices (15B51)

Cites work

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• A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
• A Relationship between Arbitrary Positive Matrices and Stochastic Matrices
• An Iterative Procedure for Estimation in Contingency Tables
• Balancing a matrix for calculation of eigenvalues and eigenvectors
• Concerning nonnegative matrices and doubly stochastic matrices
• Contingency tables with given marginals
• Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
• Inequalities: theory of majorization and its applications
• Note on Nonnegative Matrices
• On a Least Squares Adjustment of a Sampled Frequency Table When the Expected Marginal Totals are Known
• Problems Involving Diagonal Products in Nonnegative Matrices
• Reduction of a Matrix with Positive Elements to a Doubly Stochastic Matrix
• Scaling of matrices to achieve specified row and column sums
• The diagonal equivalence of a nonnegative matrix to a stochastic matrix
• Transformations by diagonal matrices in a normed space

Cited in

(15)

• Generalized self-concordant functions: a recipe for Newton-type methods
• Calculation of the permanent of a sparse positive matrix
• Structure properties of a doubly-stochastic process on a network
• Interval-constrained matrix balancing
• Introducing the Class of SemiDoubly Stochastic Matrices: A Novel Scaling Approach for Rectangular Matrices
• Accelerating the Sinkhorn-Knopp iteration by Arnoldi-type methods
• The rate of convergence of Sinkhorn balancing
• Distributed resource coordination in networked systems described by digraphs
• A new pivoting strategy for Gaussian elimination
• An extension of a theorem of Darroch and Ratcliff in loglinear models and its application to scaling multidimensional matrices
• Primes in several classes of the positive matrices
• Distributed average consensus in digraphs
• Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization
• Scaling and structural condition numbers
• A scaling algorithm for polynomial constraint satisfaction problems

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